They are hollow at the base, and they expand into the rifle barrel when the powder ignites. Companies like Dixie and Track of the Wolf carry what you need. Give them a call and they will set you up with just the right mini for your needs - hunting, target, etc based on the type of rifling, caliber you shoot, gun or barrel manufacturer, etc.
I used to pregrease the grooves (can't recall the technical name for them) by heating up the lube in a sauce pan, placing the minis base first, and letting it harden, then pulling out the mini ball. Some guys like to use grease from a tube or tub. It just depends on your style. I'd make paper cartidges with pre-measured charge, then the mini ball, and tied the end. You tear it open, pour in your charge, in goes the ball, ram it, and you are ready to shoot.
Dane